XML Schema Documentation

Super-types:	None
Sub-types:	None

Name	EquityValuation
Used by (from the same schema document)	Complex Type DeprecatedVarianceLeg , Complex Type DirectionalLegUnderlyerValuation , Complex Type ReturnLegValuationPrice
Abstract	no
Documentation	A type for defining how and when an equity option is to be valued.

XML Instance Representation

<...
id=" xsd:ID [0..1]">
Start Choice [0..1]

<valuationDate> AdjustableDateOrRelativeDateSequence </valuationDate> [1]

'The term \"Valuation Date\" is assumed to have the meaning as defined in the ISDA 2002 Equity Derivatives Definitions.'

<valuationDates> AdjustableRelativeOrPeriodicDates </valuationDates> [1]

'Specifies the interim equity valuation dates of the swap.'

End Choice

<valuationTimeType> TimeTypeEnum </valuationTimeType> [0..1]

'The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.'

<valuationTime> BusinessCenterTime </valuationTime> [0..1]

'The specific time of day at which the calculation agent values the underlying.'

<futuresPriceValuation> xsd:boolean </futuresPriceValuation> [0..1]

'The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.'

<optionsPriceValuation> xsd:boolean </optionsPriceValuation> [0..1]

'The official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions.'

</...>

Schema Component Representation

<xsd:complexType name="EquityValuation">

<xsd:sequence>

<xsd:choice minOccurs="0">

<xsd:element name="valuationDate" type=" AdjustableDateOrRelativeDateSequence "/>

<xsd:element name="valuationDates" type=" AdjustableRelativeOrPeriodicDates "/>

</xsd:choice>

<xsd:element name="valuationTimeType" type=" TimeTypeEnum " minOccurs="0"/>

<xsd:element name="valuationTime" type=" BusinessCenterTime " minOccurs="0"/>

<xsd:element name="futuresPriceValuation" type=" xsd:boolean " minOccurs="0"/>

<xsd:element name="optionsPriceValuation" type=" xsd:boolean " minOccurs="0"/>

</xsd:sequence>

<xsd:attribute name="id" type=" xsd:ID "/>

</xsd:complexType>

Generated by <oXygen/> XML Editor using a modified version of xs3p that adds schema diagrams and chunking support.